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JNPR vs. INTU
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


JNPRINTU
YTD Return32.63%12.79%
1Y Return42.43%26.89%
3Y Return (Ann)9.05%4.51%
5Y Return (Ann)11.79%22.18%
10Y Return (Ann)8.71%23.71%
Sharpe Ratio1.811.03
Sortino Ratio6.531.43
Omega Ratio1.861.20
Calmar Ratio0.501.42
Martin Ratio13.724.56
Ulcer Index3.14%5.89%
Daily Std Dev23.78%26.01%
Max Drawdown-98.18%-75.29%
Current Drawdown-79.71%-0.78%

Fundamentals


JNPRINTU
Market Cap$12.76B$196.06B
EPS$0.76$10.46
PE Ratio50.7066.87
PEG Ratio1.192.13
Total Revenue (TTM)$5.03B$13.31B
Gross Profit (TTM)$2.95B$10.36B
EBITDA (TTM)$456.80M$4.19B

Correlation

-0.50.00.51.00.4

The correlation between JNPR and INTU is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Performance

JNPR vs. INTU - Performance Comparison

In the year-to-date period, JNPR achieves a 32.63% return, which is significantly higher than INTU's 12.79% return. Over the past 10 years, JNPR has underperformed INTU with an annualized return of 8.71%, while INTU has yielded a comparatively higher 23.71% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-20.00%-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
12.20%
6.31%
JNPR
INTU

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Risk-Adjusted Performance

JNPR vs. INTU - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Juniper Networks, Inc. (JNPR) and Intuit Inc. (INTU). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


JNPR
Sharpe ratio
The chart of Sharpe ratio for JNPR, currently valued at 1.81, compared to the broader market-4.00-2.000.002.004.001.81
Sortino ratio
The chart of Sortino ratio for JNPR, currently valued at 6.53, compared to the broader market-4.00-2.000.002.004.006.006.53
Omega ratio
The chart of Omega ratio for JNPR, currently valued at 1.86, compared to the broader market0.501.001.502.001.86
Calmar ratio
The chart of Calmar ratio for JNPR, currently valued at 0.50, compared to the broader market0.002.004.006.000.50
Martin ratio
The chart of Martin ratio for JNPR, currently valued at 13.72, compared to the broader market0.0010.0020.0030.0013.72
INTU
Sharpe ratio
The chart of Sharpe ratio for INTU, currently valued at 1.03, compared to the broader market-4.00-2.000.002.004.001.03
Sortino ratio
The chart of Sortino ratio for INTU, currently valued at 1.43, compared to the broader market-4.00-2.000.002.004.006.001.43
Omega ratio
The chart of Omega ratio for INTU, currently valued at 1.20, compared to the broader market0.501.001.502.001.20
Calmar ratio
The chart of Calmar ratio for INTU, currently valued at 1.42, compared to the broader market0.002.004.006.001.42
Martin ratio
The chart of Martin ratio for INTU, currently valued at 4.56, compared to the broader market0.0010.0020.0030.004.56

JNPR vs. INTU - Sharpe Ratio Comparison

The current JNPR Sharpe Ratio is 1.81, which is higher than the INTU Sharpe Ratio of 1.03. The chart below compares the historical Sharpe Ratios of JNPR and INTU, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
1.81
1.03
JNPR
INTU

Dividends

JNPR vs. INTU - Dividend Comparison

JNPR's dividend yield for the trailing twelve months is around 2.29%, more than INTU's 0.53% yield.


TTM20232022202120202019201820172016201520142013
JNPR
Juniper Networks, Inc.
2.29%2.99%2.63%2.24%3.55%3.09%2.68%1.40%1.42%1.45%0.90%0.00%
INTU
Intuit Inc.
0.53%0.52%0.72%0.38%0.42%0.74%0.83%0.89%1.08%1.09%0.89%0.92%

Drawdowns

JNPR vs. INTU - Drawdown Comparison

The maximum JNPR drawdown since its inception was -98.18%, which is greater than INTU's maximum drawdown of -75.29%. Use the drawdown chart below to compare losses from any high point for JNPR and INTU. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-79.71%
-0.78%
JNPR
INTU

Volatility

JNPR vs. INTU - Volatility Comparison

The current volatility for Juniper Networks, Inc. (JNPR) is 1.41%, while Intuit Inc. (INTU) has a volatility of 7.18%. This indicates that JNPR experiences smaller price fluctuations and is considered to be less risky than INTU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%10.00%12.00%JuneJulyAugustSeptemberOctoberNovember
1.41%
7.18%
JNPR
INTU

Financials

JNPR vs. INTU - Financials Comparison

This section allows you to compare key financial metrics between Juniper Networks, Inc. and Intuit Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities



Values in USD except per share items